Convergence theory for nonconvex stochastic programming with an application to mixed logit

DOI10.1007/s10107-006-0708-6zbMath1130.90371OpenAlexW1995878217WikidataQ58185793 ScholiaQ58185793MaRDI QIDQ2502199

Fabian Bastin, Cinzia Cirillo, Phillipe L. Toint

Publication date: 12 September 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0708-6

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15)

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Uses Software

• AMLET

Cites Work

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